-49.2%
ASTS vs SEDG
-5.0%
-44.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.7% | +4.6% | -1.0% |
| 7D | -15.8% | +1.8% | -17.6% | -16.5% |
| 30D | -39.0% | -12.7% | -26.4% | -36.2% |
| 3M | -49.3% | -38.4% | -10.9% | -41.7% |
| 6M | -47.9% | -27.7% | -20.2% | -43.8% |
| YTD | -51.0% | +4.1% | -55.0% | -55.0% |
| 1Y | -49.2% | -5.7% | -43.5% | -52.5% |
| All | -49.2% | -5.0% | -44.2% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling